Evaluation of quadratic forms and traces for iterative estimation in first-order moving average models (Q4275772)
From MaRDI portal
scientific article; zbMATH DE number 487255
Language | Label | Description | Also known as |
---|---|---|---|
English | Evaluation of quadratic forms and traces for iterative estimation in first-order moving average models |
scientific article; zbMATH DE number 487255 |
Statements
Evaluation of quadratic forms and traces for iterative estimation in first-order moving average models (English)
0 references
20 January 1994
0 references
series expressions
0 references
rational expressions
0 references
Fourier coefficients
0 references
successive elimination
0 references
Cholesky decomposition
0 references
time domains
0 references
quadratic forms
0 references
traces
0 references
first-order moving average model
0 references
maximum likelihood estimation
0 references
normality
0 references
correlation matrix
0 references
frequency domains
0 references
0 references